-76.1%
MSTU vs ESI
-24.7%
-51.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -11.5% |
| 7D | -23.0% | +8.3% | -31.3% | -26.9% |
| 30D | -47.7% | -10.4% | -37.3% | -43.5% |
| 3M | +12.5% | -13.2% | +25.7% | +22.9% |
| 6M | -76.1% | -23.9% | -52.2% | -75.6% |
| All | -76.1% | -24.7% | -51.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling